+214.8%
B vs DD
+97.1%
+117.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -7.3% | +5.0% | -12.3% | -8.2% |
| 30D | -3.3% | +19.7% | -23.0% | -6.8% |
| 3M | -7.8% | +7.2% | -14.9% | -9.2% |
| 6M | -15.5% | +1.0% | -16.6% | -15.9% |
| YTD | -12.3% | +29.1% | -41.4% | -15.8% |
| 1Y | +5.4% | +28.5% | -23.1% | +1.2% |
| 3Y | +165.5% | +89.4% | +76.1% | +139.6% |
| 5Y | +107.0% | +67.1% | +39.9% | +86.4% |
| All | +214.8% | +97.1% | +117.7% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling